Other approaches to limit the undue impact of extreme weights involve truncating or capping the weights. These are common in survey sampling [1]} and in many propensity score settings [2]}, [3]} but are yet to be investigated specifically alongside MAIC. Again, a clear trade-off is involved from a bias-variance standpoint. Lower variance comes at the cost of sacrificing balance and accepting bias [4]}, [5]}. Limitations of weight truncation are that it shifts the target population or estimand definition, and that it requires arbitrary ad hoc decisions on cutoff thresholds.
